[Statlist] Next talk: Friday, October 10, 2013 with Hannes Leeb (Universität Wien)

[Cecilia Rey]

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ETH and University of Zurich

Organisers:
Proff. P. Bühlmann - L. Held - T. Hothorn - H.R. Kuensch - M. Maathuis -
N. Meinshausen - S. van de Geer - M. Wolf

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We are glad to announce the following talk:

Friday, October 10, 2014 at 15.15h  ETH Zurich HG G 19.1
with Hannes Leeb (Universität Wien) 
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Title:
On conditional moments of high-dimensional random vectors given lower-dimensional projections

Abstract:
One of the most widely used properties of the multivariate Gaussian distribution, besides its tail behavior, is the fact that conditional means are linear and that conditional variances are constant. We here show that this property is also shared, in an approximate sense, by a large class of non-Gaussian distributions. We allow for several conditioning variables and we provide explicit non-asymptotic results,whereby we extend earlier findings of Hall and Li (1993) and Leeb (2013). 

(This is joint work with Lukas Steinberger.) 

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This abstract is also to be found under the following link: http://stat.ethz.ch/events/research_seminar
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